Hey gretl users and developers,<br><br>I just wanted to ask whether anybody here in the list has written a function to run a bootstrapped version of the LR-test to test imposed over-identifying restrictions on the cointegrating vectors.<br>
<br>As a reference I took the book &quot;Garratt et al. (2006): Global and Macroeconometric Modelling&quot;.<br><br>I was thinking that one could include this into the SVAR-bundle, as most of the necessary stuff is already written down there. But I am just asking here first, as it might be that somebody has already done so.<br>
<br>Best,<br>Artur<br>